+451.6%
EWT vs HWM
+1,503.5%
-1,052.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +13.2% | +11.1% | +2.1% | +10.6% |
| 30D | -14.3% | +3.0% | -17.3% | -14.9% |
| 3M | -8.4% | -20.7% | +12.3% | -3.9% |
| 6M | +3.7% | -17.2% | +20.9% | +7.7% |
| YTD | +53.1% | +9.1% | +44.0% | +49.1% |
| 1Y | +55.5% | +9.0% | +46.5% | +51.4% |
| 3Y | +155.6% | +353.8% | -198.2% | +80.6% |
| 5Y | +119.3% | +608.0% | -488.7% | +40.3% |
| All | +451.6% | +1,503.5% | -1,052.0% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling